-100.0%
DFNS vs TSEM
+546.2%
-646.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.9% | +1.4% | -5.0% |
| 7D | -6.0% | +7.0% | -12.9% | -6.4% |
| 30D | -71.2% | -29.8% | -41.4% | -70.7% |
| 3M | -94.5% | -41.9% | -52.6% | -94.4% |
| 6M | -96.5% | -45.8% | -50.8% | -96.4% |
| YTD | -99.6% | +25.1% | -124.7% | -99.6% |
| 1Y | -99.7% | +48.2% | -147.9% | -99.7% |
| 3Y | -100.0% | +476.5% | -576.5% | -100.0% |
| 5Y | -100.0% | +301.4% | -401.4% | -100.0% |
| All | -100.0% | +546.2% | -646.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling